Ebooks de Siem Jan Koopman en PDF et EPUB

4 Livre(s)
Télécharger le livre : Unobserved Components and Time Series Econometrics
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Unobserved Components and Time Series Econometrics
Siem Jan Koopman , Neil Shephard
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual...

Editeur : OUP Oxford
Parution : 2015-11-19

PDF

89,74 €
Télécharger le livre : Time Series Analysis by State Space Methods
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Time Series Analysis by State Space Methods
James Durbin , Siem Jan Koopman
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal,...

Editeur : OUP Oxford
Parution : 2012-05-03

PDF

93,33 €
Télécharger le livre : Time Series Analysis by State Space Methods
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Time Series Analysis by State Space Methods
James Durbin , Siem Jan Koopman
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal,...

Editeur : OUP Oxford
Parution : 2012-05-03

ePub

93,33 €
Télécharger le livre : An Introduction to State Space Time Series Analysis
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An Introduction to State Space Time Series Analysis
Jacques J.F. Commandeur , Siem Jan Koopman
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar...

Editeur : OUP Oxford
Parution : 2007-07-19

PDF, ePub

67,00 €